Stability and positive supermartingales

Author:

Bucy R.S

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference7 articles.

1. Stochastic Processes;Doob,1953

2. Control system analysis and design via the second method of Liapunov;Kalman;Trans. ASME, Ser. D: J. Basic Eng.,1959

3. Control of randomly varying linear dynamical systems;Kalman,1962

4. Kalman, R. E., and Bucy, R. S. “Stochastic Optimum Control Theory.” To appear.

5. On the stability of systems with random parameters;Kats;Prikl. Mat. Mekh.,1960

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